Soren S. Nielsen

Technical University of Denmark - Informatics and Mathematical Modeling

Asmussens Alle, Building 305

DK-2300 Lyngby, DE Copenhagen DK-2300

Denmark

  • Technical University of Denmark - Informatics and Mathematical Modeling

SCHOLARLY PAPERS

2

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314

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0

Scholarly Papers (2)

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1.

Planning Your Own Debt; a Stochastic Programming Approach to Mortgage Backed Security Analysis in a Two-Factor Interest Rate Model

Number of pages: 27 Posted: 05 May 2001
Rolf Poulsen and Soren S. Nielsen
University of Copenhagen - Department of Statistics and Operations Research and Technical University of Denmark - Informatics and Mathematical Modeling
Downloads 314 (209,374)

Abstract:

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2.

The Valuation of Default Risk in Corporate Bonds and Interest Rate Swaps

Posted: 13 Jun 1998
Soren S. Nielsen and Ehud I. Ronn
Technical University of Denmark - Informatics and Mathematical Modeling and University of Texas at Austin - Department of Finance

Abstract:

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